If you want to change the statement of the theorem you are proving, give the Revise Theorem command. The dialog box for entering theorems will open, with the hypotheses and conclusion of the theorem you are proving already filled in. Make whatever changes you want to make (for information on how to do that, see the instructions for the New Theorem command). Click OK, and the revised theorem will be entered into the Proof Designer window.
Note that any steps you have already done on the proof will be discarded, and you will start proving the revised version of the theorem with an empty proof. So if you don't want to lose the steps you have already done on proving the original version of the theorem, use the Save command to save the proof before using the Revise Theorem command.